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A Berry-Esséen Inequality without Higher Order Moments

Author

Listed:
  • Ningning Wang

    (Jackson State University)

  • Ibrahim A. Ahmad

    (Oklahoma State University)

Abstract

In this note, a generalized form of the celebrated Berry-Esséen inequality is developed assuming only second-order moments to exist in the case of independent but not identically distributed random variables. The result generalizes and unifies many well known and highly used forms of the Berry-Esséen inequality.

Suggested Citation

  • Ningning Wang & Ibrahim A. Ahmad, 2016. "A Berry-Esséen Inequality without Higher Order Moments," Sankhya A: The Indian Journal of Statistics, Springer;Indian Statistical Institute, vol. 78(2), pages 180-187, August.
    • Handle: RePEc:spr:sankha:v:78:y:2016:i:2:d:10.1007_s13171-016-0084-0
    DOI: 10.1007/s13171-016-0084-0
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    Cited by:

    1. Ruslan Gabdullin & Vladimir Makarenko & Irina Shevtsova, 2021. "Asymptotically Exact Constants in Natural Convergence Rate Estimates in the Lindeberg Theorem," Mathematics, MDPI, vol. 9(5), pages 1-32, March.

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